+10.1%
NEE vs SYF
+89.2%
-79.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | -0.5% | -1.3% | +0.8% | -0.4% |
| 30D | -1.7% | -1.1% | -0.6% | -1.6% |
| 3M | -1.8% | +7.4% | -9.2% | -2.6% |
| 6M | -8.8% | +16.2% | -25.0% | -10.4% |
| YTD | +5.2% | -6.1% | +11.3% | +5.5% |
| 1Y | +21.3% | +3.4% | +18.0% | +20.2% |
| 3Y | +35.2% | +162.9% | -127.7% | +14.2% |
| 5Y | +10.1% | +85.6% | -75.5% | -5.2% |
| All | +10.1% | +89.2% | -79.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling